+922.9%
MSFT vs Z
-19.5%
+942.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.2% |
| 7D | +2.3% | -6.5% | +8.8% | +3.6% |
| 30D | -0.4% | -0.1% | -0.3% | -0.8% |
| 3M | +5.6% | -14.1% | +19.7% | +7.7% |
| 6M | +29.0% | -30.1% | +59.0% | +36.2% |
| YTD | +10.9% | -57.5% | +68.5% | +27.5% |
| 1Y | +6.2% | -60.3% | +66.6% | +23.3% |
| 3Y | +47.6% | -21.0% | +68.6% | +44.6% |
| 5Y | +67.9% | -54.9% | +122.8% | +74.6% |
| 10Y | +922.9% | -16.0% | +938.9% | +753.8% |
| All | +922.9% | -19.5% | +942.4% | +753.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling